The role of the log transformation in forecasting economic variables

Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/22399

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DC Field	Value	Language
dc.contributor.author	Lütkepohl, H	-
dc.contributor.author	Xu, F	-
dc.date.accessioned	2021-03-09T14:46:34Z	-
dc.date.available	2012-06	-
dc.date.available	2021-03-09T14:46:34Z	-
dc.date.issued	2010	-
dc.identifier.citation	Empirical Economics, 2012, 42 (3), pp. 619 - 638	en_US
dc.identifier.issn	0377-7332	-
dc.identifier.issn	http://dx.doi.org/10.1007/s00181-010-0440-1	-
dc.identifier.uri	http://bura.brunel.ac.uk/handle/2438/22399	-
dc.description.sponsorship	Fritz Thyssen Stiftung	en_US
dc.format.extent	619 - 638	-
dc.language	en	-
dc.language.iso	en	en_US
dc.publisher	Springer Science and Business Media LLC	en_US
dc.subject	Autoregressive moving average process	en_US
dc.subject	Forecast mean squared error	en_US
dc.subject	Instantaneous transformation	en_US
dc.subject	Integrated process	en_US
dc.subject	Heteroskedasticity	en_US
dc.title	The role of the log transformation in forecasting economic variables	en_US
dc.type	Article	en_US
dc.identifier.doi	http://dx.doi.org/10.1007/s00181-010-0440-1	-
dc.relation.isPartOf	Empirical Economics	-
pubs.issue	3	-
pubs.publication-status	Published	-
pubs.volume	42	-
dc.identifier.eissn	1435-8921	-
Appears in Collections:	Dept of Economics and Finance Research Papers

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